+33.4%
AG vs RMBS
-18.2%
+51.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -6.0% | +15.1% | +10.9% |
| 7D | -2.6% | -8.9% | +6.3% | -0.1% |
| 30D | -12.1% | -24.8% | +12.7% | -4.8% |
| 3M | -6.6% | -17.6% | +11.0% | -2.0% |
| 6M | -20.5% | -25.7% | +5.2% | -13.8% |
| YTD | -7.4% | -9.8% | +2.3% | -7.1% |
| 1Y | +33.4% | -17.4% | +50.8% | +37.3% |
| All | +33.4% | -18.2% | +51.6% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling